Then I wonder how I did that for a two player turned based game that I wrote. Cause I vaguely remember reading that and writing an exam question on that. Just haven't worked with J2ME in about a year, and forget those details.

Ah, now I see what I did. I have a thread, but it is the Bluetooth connection object that uses the acceptAndOpen method of the ServiceConnectionNotifier class. Which is running in a thread, but not a thread set to be daemon.